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Extreme values and a Gaussian central limit theorem

✍ Scribed by J. Kuelbs; M. Ledoux


Publisher
Springer
Year
1987
Tongue
English
Weight
565 KB
Volume
74
Category
Article
ISSN
1432-2064

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Moment bounds and central limit theorem
✍ Philippe Soulier πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 136 KB

In this note, bounds for moments of functions of Gaussian vectors are proved, generalizing earlier results by Taqqu (Z. Wahrscheinlichkeitstheorie verw. Gebite 40 (1977) 203) and Arcones (Ann. probab. 15 (4) (1994) 2243). These bounds are used to derive a Lindeberg-Levy central limit theorem for tri